No arbitrage SVI (Q5065089)
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scientific article; zbMATH DE number 7493053
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No arbitrage SVI |
scientific article; zbMATH DE number 7493053 |
Statements
No Arbitrage SVI (English)
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18 March 2022
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implied volatility
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volatility smile
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calibration
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SVI
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arbitrage-free parametrization
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0.8985218405723572
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0.8836728930473328
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0.839611291885376
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0.8139278292655945
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0.7990614771842957
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